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Record Nr. |
UNINA9910968750703321 |
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Autore |
Liu Kexue |
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Titolo |
Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP) / / Kexue Liu, Jean Salvati, Renzo Avesani, Alin Mirestean |
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Pubbl/distr/stampa |
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Washington, D.C. : , : International Monetary Fund, , 2006 |
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ISBN |
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9786613824059 |
9781462361915 |
1462361919 |
9781452765280 |
1452765286 |
9781283511605 |
1283511606 |
9781451909159 |
1451909152 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (35 p.) |
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Collana |
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Altri autori (Persone) |
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AvesaniRenzo |
MiresteanAlin |
SalvatiJean |
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Soggetti |
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Credit - Management - Mathematical models |
Financial services industry - State supervision |
Banks and Banking |
Banks |
Capital and Ownership Structure |
Computational Techniques |
Credit risk |
Credit |
Depository Institutions |
Diffusion Processes |
Dynamic Quantile Regressions |
Dynamic Treatment Effect Models |
Econometrics & economic statistics |
Econometrics |
Financial Institutions and Services: General |
Financial Risk and Risk Management |
Financial risk management |
Financial services law & regulation |
Financing Policy |
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Goodwill |
Investment Decisions |
Mathematical Methods and Programming: General |
Micro Finance Institutions |
Monetary economics |
Monetary Policy, Central Banking, and the Supply of Money and Credit: General |
Money and Monetary Policy |
Mortgages |
Portfolio Choice |
Time-Series Models |
Value of Firms |
Vector autoregression |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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""Contents""; ""I. INTRODUCTION""; ""II. THE BASIC MODEL SETTING""; ""III. MODEL 1: A SIMPLE MODEL WITH NON-RANDOM DEFAULT PROBABILITIES""; ""IV. INTRODUCING THE POISSON APPROXIMATION""; ""V. MODEL 2: THE MODEL WITH KNOWN PROBABILITIES REVISITED""; ""VI. MODEL 3: THE MODEL WITH RANDOM DEFAULT PROBABILITIES""; ""VII. THE LATENT FACTORS ASSUMPTION""; ""VIII. MODEL 4: EXTENSION OF CREDIT RISK+ WITH CORRELATED FACTORS""; ""IX. MODEL SUMMARY""; ""X. NUMERICAL IMPLEMENTATION""; ""XI. NUMERICAL EXAMPLES USING THE CREDIT RISK TOOLBOX""; ""XII. CONCLUSION"" |
""PROBABILITY AND MOMENT GENERATING FUNCTIONS""""References"" |
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Sommario/riassunto |
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The paper presents the basic Credit Risk+ model, and proposes some modifications. This model could be useful in the stress-testing financial sector assessments process as a benchmark for credit risk evaluations. First, we present the setting and basic definitions common to all the model specifications used in this paper. Then, we proceed from the simplest model based on Bernoulli-distributed default events and known default probabilities to the fully-fledged Credit Risk+ implementation. The latter is based on the Poisson approximation and uncertain default probabilities determined by mutually independent risk factors. As an extension we present a Credit Risk+ specification with correlated risk factors as in Giese (2003). Finally, we illustrate the characteristics and the results obtained from the different models using a specific portfolio of obligors. |
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2. |
Record Nr. |
UNINA9910954683803321 |
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Autore |
Davaran Fereshteh |
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Titolo |
Continuity in Iranian identity : resilience of a cultural heritage / / Fereshteh Davaran |
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Pubbl/distr/stampa |
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Abingdon, Oxon, England ; ; New York, : Routledge, 2010 |
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London ; ; New York : , : Routledge, , 2010 |
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ISBN |
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1-134-01830-4 |
1-134-01831-2 |
1-282-56907-4 |
9786612569074 |
0-203-88630-5 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (287 p.) |
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Collana |
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Disciplina |
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Soggetti |
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National characteristics, Iranian |
Culture diffusion - Iran - History |
Islam - Iran - History |
Pahlavi literature - History and criticism |
Religious literature, Persian - History and criticism |
Islamic literature - Iran - History and criticism |
Iran Civilization |
Iran History |
Iran Religion |
Iran Intellectual life |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Book Cover; Title; Copyright; Contents; Acknowledgements; Preface; Introduction; 1 Old Iranians; 2 Middle Iranians; 3 Iranian religions; 4 Middle Persian literature: Andarz; 5 Iranian persistence in the Islamic era; 6 Islamic-era Persian literature: Adab; Conclusion; Notes; Bibliography; Index |
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Sommario/riassunto |
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Despite changes in sovereignty and in religious thought, certain |
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aspects of Iranian culture and identity have persisted since antiquity. Drawing on an exploration of history, religion and literature to define Iranian cultural identity and link the Persian past with more recent cultural and political phenomena, this book examines the history of Iran from its ancient roots to the Islamic period, paying particular attention to pre-Islamic Persian religions and their influence upon later Muslim practices and precepts in Iran. Accessible English translations of the pre-Islamic Andarz< |
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